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Using irregulary spaced returns to estimate multi-factor models : applications to Brazilian equity data
Veiga, Alvaro; Souza, Leonardo Rocha - In: The European journal of finance 12 (2006) 6/7, pp. 605-626
Persistent link: https://www.econbiz.de/10003382857
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Modeling and forecasting the volatility of Brazilian asset returns : a realized variance approach
Carvalho, Marcelo R. C.; Freire, Marco Aurélio; … - 2006
Persistent link: https://www.econbiz.de/10003390374
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799